How to change particle size?
If you're talking about the halos, they are actually controlled by the material settings. You can change the size there. Just make sure your editing the correct material. The particles will use the material specified in the Render portion of the particle settings. E.g. if "Material" is set to 1, then the particles will use the first material in the list.

I think what you actually want is for the halos to go away, and to use smoke instead (they're different techniques).